+259.8%
GS vs VLTO
+27.2%
+232.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +0.9% | -2.3% | +3.2% | +1.8% |
| 30D | -1.6% | -0.9% | -0.7% | -1.4% |
| 3M | -4.5% | +13.8% | -18.3% | -10.2% |
| 6M | +20.9% | +2.0% | +18.9% | +19.4% |
| YTD | +19.9% | -3.2% | +23.1% | +21.3% |
| 1Y | +41.4% | -9.2% | +50.6% | +47.3% |
| All | +259.8% | +27.2% | +232.6% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling